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Fractal analysis of time series in oil and gas production

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  • Suleymanov, Arif A.
  • Abbasov, Askar A.
  • Ismaylov, Aydin J.

Abstract

The peculiarities of fractal characteristics’ calculations for time series are described in this article. An algorithm for calculation of fractal dimension is suggested. It has been proved that the suggested method possesses high accuracy and the rapidity of convergence on the limited number of measurements compared to the methods of covering.

Suggested Citation

  • Suleymanov, Arif A. & Abbasov, Askar A. & Ismaylov, Aydin J., 2009. "Fractal analysis of time series in oil and gas production," Chaos, Solitons & Fractals, Elsevier, vol. 41(5), pages 2474-2483.
    • Handle: RePEc:eee:chsofr:v:41:y:2009:i:5:p:2474-2483
    DOI: 10.1016/j.chaos.2008.09.039
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    References listed on IDEAS

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    1. Dubovikov, M.M & Starchenko, N.V & Dubovikov, M.S, 2004. "Dimension of the minimal cover and fractal analysis of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 339(3), pages 591-608.
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    Cited by:

    1. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan Imran & Dan Zhao & Tianxiao Li & Faiz Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
    2. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan M. Imran & Dan Zhao & Tianxiao Li & Faiz M. Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
    3. Polanco Martínez, Josué M. & Abadie, Luis M. & Fernández-Macho, J., 2018. "A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices," Applied Energy, Elsevier, vol. 228(C), pages 1550-1560.

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